-9.3%
T vs EME
+16.8%
-26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.5% |
| 7D | -2.4% | +0.9% | -3.4% | -2.3% |
| 30D | +4.3% | -8.4% | +12.7% | +3.4% |
| 3M | +11.6% | -3.6% | +15.2% | +11.5% |
| 6M | -5.6% | +3.6% | -9.1% | -5.8% |
| YTD | +6.6% | +22.5% | -16.0% | +6.8% |
| All | -9.3% | +16.8% | -26.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling